Richard Moss
 New User
Posts: 4
Joined: 6/29/2020
Location: Cape Town, South Africa
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Hi Larry
Thanks that's a great starting point. What does Volume >= 75% mean? (% of what?)
Do you look at IV Rank at all when identifying Short Strangles? Seems to work well as you tend to get better IV contraction if you start with an IV Rank around 50 and above? (TT ideas not mine).
Richard
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